Have you ever dealt with dead rock? Live rock does not need to be cycled, dead rock does.
This is not a very accurate statement.
When setting up a new tank, the goal of the cycle is to provide an adequate amount of beneficial bacteria to maintain a stable system. You are not cycling rock, and in fact do not require rock for a tank to cycle, as the bacteria will colonize anywhere it can. The live rock, in it's porous nature, assists greatly in this process by providing large amounts of surface area for the bacterial population.
The misconception that live rock does not need to be cycled comes from the idea that beneficial bacteria is already present on the rock. While this may be true, there is no guarantee that the amount of bacteria will be adequate for your system. There is also the possibility of die off on live rock if it has been out of water, or exposed to temperature changes, pH swings, etc. There is nearly always some die off on rock that has been moved from one system to another.
Now that that's been clarified...
There is some debate on skimming during a cycle. Some people say it's beneficial, others say that it will prolong the cycle. Here's my take on it:
Run the skimmer. Run your lights. Operate your system as you normally plan to once all of your livestock has been introduced. My reasoning for this is simple. Once I put livestock into my system, I want to know that it's running properly. I don't want to have to fine tune my skimmer, or realize that my lighting time needs to be adjusted. In addition, you'll learn a lot about your tank during the cycle, and the knowledge will do nothing but benefit you once you add livestock.
Hope this helps.